UC WAR. CALL 12/24 LOR/ DE000HC30XR9 /
06/09/2024 15:46:46 | Chg.0.0000 | Bid17:20:58 | Ask17:20:58 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.7500EUR | 0.00% | 4.4900 Bid Size: 30,000 |
4.5000 Ask Size: 30,000 |
L OREAL INH. E... | 350.00 - | 18/12/2024 | Call |
Master data
WKN: | HC30XR |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | L OREAL INH. EO 0,2 |
Type: | Warrant |
Option type: | Call |
Strike price: | 350.00 - |
Maturity: | 18/12/2024 |
Issue date: | 11/01/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.07 |
Leverage: | Yes |
Calculated values
Fair value: | 4.36 |
---|---|
Intrinsic value: | 3.76 |
Implied volatility: | 0.28 |
Historic volatility: | 0.19 |
Parity: | 3.76 |
Time value: | 1.05 |
Break-even: | 398.00 |
Moneyness: | 1.11 |
Premium: | 0.03 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.06 |
Spread %: | 1.27% |
Delta: | 0.80 |
Theta: | -0.10 |
Omega: | 6.44 |
Rho: | 0.74 |
Quote data
Open: | 4.6200 |
---|---|
High: | 4.7500 |
Low: | 4.3200 |
Previous Close: | 4.7500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -13.95% | ||
---|---|---|---|
1 Month | -5.38% | ||
3 Months | -58.84% | ||
YTD | -59.37% | ||
1 Year | -39.72% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.5200 | 4.7500 |
---|---|---|
1M High / 1M Low: | 5.6100 | 4.0800 |
6M High / 6M Low: | 11.8600 | 4.0800 |
High (YTD): | 05/02/2024 | 11.9200 |
Low (YTD): | 13/08/2024 | 4.0800 |
52W High: | 05/02/2024 | 11.9200 |
52W Low: | 13/08/2024 | 4.0800 |
Avg. price 1W: | 5.2100 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.9313 | |
Avg. volume 1M: | 3.6522 | |
Avg. price 6M: | 8.4426 | |
Avg. volume 6M: | .6512 | |
Avg. price 1Y: | 8.8838 | |
Avg. volume 1Y: | .3281 | |
Volatility 1M: | 86.74% | |
Volatility 6M: | 91.34% | |
Volatility 1Y: | 81.64% | |
Volatility 3Y: | - |